| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
6,661.5 |
6,623.5 |
-38.0 |
-0.6% |
7,146.0 |
| High |
6,717.5 |
6,736.0 |
18.5 |
0.3% |
7,274.0 |
| Low |
6,483.5 |
6,412.5 |
-71.0 |
-1.1% |
6,967.0 |
| Close |
6,664.0 |
6,529.5 |
-134.5 |
-2.0% |
6,982.5 |
| Range |
234.0 |
323.5 |
89.5 |
38.2% |
307.0 |
| ATR |
131.8 |
145.5 |
13.7 |
10.4% |
0.0 |
| Volume |
407,263 |
394,085 |
-13,178 |
-3.2% |
915,491 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,529.8 |
7,353.2 |
6,707.4 |
|
| R3 |
7,206.3 |
7,029.7 |
6,618.5 |
|
| R2 |
6,882.8 |
6,882.8 |
6,588.8 |
|
| R1 |
6,706.2 |
6,706.2 |
6,559.2 |
6,632.8 |
| PP |
6,559.3 |
6,559.3 |
6,559.3 |
6,522.6 |
| S1 |
6,382.7 |
6,382.7 |
6,499.8 |
6,309.3 |
| S2 |
6,235.8 |
6,235.8 |
6,470.2 |
|
| S3 |
5,912.3 |
6,059.2 |
6,440.5 |
|
| S4 |
5,588.8 |
5,735.7 |
6,351.6 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,995.5 |
7,796.0 |
7,151.4 |
|
| R3 |
7,688.5 |
7,489.0 |
7,066.9 |
|
| R2 |
7,381.5 |
7,381.5 |
7,038.8 |
|
| R1 |
7,182.0 |
7,182.0 |
7,010.6 |
7,128.3 |
| PP |
7,074.5 |
7,074.5 |
7,074.5 |
7,047.6 |
| S1 |
6,875.0 |
6,875.0 |
6,954.4 |
6,821.3 |
| S2 |
6,767.5 |
6,767.5 |
6,926.2 |
|
| S3 |
6,460.5 |
6,568.0 |
6,898.1 |
|
| S4 |
6,153.5 |
6,261.0 |
6,813.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,111.5 |
6,412.5 |
699.0 |
10.7% |
159.6 |
2.4% |
17% |
False |
True |
288,814 |
| 10 |
7,315.0 |
6,412.5 |
902.5 |
13.8% |
150.3 |
2.3% |
13% |
False |
True |
218,681 |
| 20 |
7,443.5 |
6,412.5 |
1,031.0 |
15.8% |
126.6 |
1.9% |
11% |
False |
True |
179,513 |
| 40 |
7,443.5 |
6,412.5 |
1,031.0 |
15.8% |
101.1 |
1.5% |
11% |
False |
True |
146,572 |
| 60 |
7,443.5 |
6,412.5 |
1,031.0 |
15.8% |
95.4 |
1.5% |
11% |
False |
True |
129,728 |
| 80 |
7,443.5 |
6,412.5 |
1,031.0 |
15.8% |
92.8 |
1.4% |
11% |
False |
True |
103,921 |
| 100 |
7,443.5 |
6,412.5 |
1,031.0 |
15.8% |
89.3 |
1.4% |
11% |
False |
True |
83,301 |
| 120 |
7,443.5 |
6,137.5 |
1,306.0 |
20.0% |
88.4 |
1.4% |
30% |
False |
False |
69,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,110.9 |
|
2.618 |
7,582.9 |
|
1.618 |
7,259.4 |
|
1.000 |
7,059.5 |
|
0.618 |
6,935.9 |
|
HIGH |
6,736.0 |
|
0.618 |
6,612.4 |
|
0.500 |
6,574.3 |
|
0.382 |
6,536.1 |
|
LOW |
6,412.5 |
|
0.618 |
6,212.6 |
|
1.000 |
6,089.0 |
|
1.618 |
5,889.1 |
|
2.618 |
5,565.6 |
|
4.250 |
5,037.6 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,574.3 |
6,680.8 |
| PP |
6,559.3 |
6,630.3 |
| S1 |
6,544.4 |
6,579.9 |
|